+189.4%
MXL vs REPL
-24.7%
+214.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.8% | +6.0% |
| 7D | +15.5% | -5.7% | +21.2% | +15.5% |
| 30D | -11.3% | +22.5% | -33.8% | -11.2% |
| 3M | -16.1% | +64.7% | -80.8% | -15.9% |
| 6M | +323.0% | +83.0% | +240.0% | +337.3% |
| YTD | +281.5% | +52.0% | +229.6% | +295.9% |
| 1Y | +319.3% | +144.5% | +174.8% | +322.4% |
| 3Y | +189.4% | -25.1% | +214.4% | +166.4% |
| All | +189.4% | -24.7% | +214.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling